Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47644.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46249.27 Kr¶

PnL: ---------------------------------------> -639.3 Kr¶

DD now: ---------------------------------> -2.027 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:40:44.468140'

Anic Portfolio¶

Today¶

Return: -0.707 %¶

This Week¶

Return: -0.561 %¶

Total¶

Return: 55.975 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -2.430000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -1.490000 623.630000 46.630000 8.080000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 -1.080000 460.000000 39.000000 9.260000 421.000000
HMS Networks 2 -0.890000 710.800000 37.800000 5.620000 673.000000
Resurs Holding 22 0.660000 607.640000 33.640000 5.860000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.340000 387.700000 32.700000 9.210000 355.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
SAAB B 8 -0.140000 3398.400000 21.400000 0.630000 3377.000000
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.290000 544.800000 17.800000 3.380000 527.000000
Swedbank A 3 2.060000 580.200000 16.200000 2.870000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.090000 546.500000 0.500000 0.090000 546.000000
Nordea Bank Abp 29 0.240000 3452.160000 -1.840000 -0.050000 3453.999992
Creaspac SPAC 6 -0.620000 573.000000 -4.000000 -0.690000 577.000002
CTEK 13 -1.650000 527.800000 -6.200000 -1.160000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.600000 554.200000 -19.800000 -3.450000 574.000000
International Petroleum Corp. 5 -2.700000 559.500000 -35.070000 -5.900000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.180000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -1.490000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -2.500000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46251.350000 -637.220000 -2.02258% 46888.564618

Updated:¶

'2023-01-24 14:40:28.305050'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶